Good hypothesis. The best I can find on google says that engineers are generally LESS depressed than most.
http://www.webmd.com/depression/news/20071016/workers-depression-21-fields-ranked
You had a good hypothesis, but it has too many holes. While there are women suicide bombers out there, all of the 9/11 people were men, and engineers have some of the lowest rates of depression.
Nuke the entire middle east. Problem solved.
My own hypothesis is that engineers tend to have very black and white thinking. People are either good or evil, and there's always a bad guy. Engineers are also tend to think in the simplest terms possible; the best solution to a problem is the one that is the easiest to do and most likely to work. Artsy people like my girlfriend argue for complicated solutions to problems, but sciency people like me tend to think in simple terms. She'll argue for things like treatment groups for depressed people whereas I argue to drug everyone and legalize suicide. Artsy people try to make things politically correct such as changing "nuclear magnetic resonance imaging" to just "magnetic resonance imaging" (MRI) because idiots are afraid of the word nuclear. I've always argued the opposite - keep the word nuclear and let stupid people kill themselves by refusing to have this test done.
On an international level, the artsy way to fix US foreign policy is for Islamic countries to form better relations with the US and ask the US to leave the middle east. The more black and white engineering approach would be to kill thousands or millions of American civilians and force their politicians to pull out. After all, the US eventually did pull out of Vietnam after the civilian population in the US would no longer support the occupation of South Vietnam. A terrorist engineer understands this and think it can work for the middle east as well.